<!DOCTYPE html>
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            <head>
                <meta charset="utf-8"/>
                <meta http-equiv="Content-Type" content="text/html; charset=utf-8"/>
                <meta property="og:title" content="QuantConnect Backtest Report: "/>
                <meta property="og:type" content="website"/>
                <meta property="og:site_name" content="QuantConnect.com"/>
                <meta property="og:description" content=""/>
                <meta property="og:url" content="https://www.quantconnect.com/terminal/reports/"/>
                <meta property="og:image" content="{{$PLOT-CUMULATIVE-RETURNS}}"/>
                <meta property="og:image" content="{{$PLOT-ANNUAL-RETURNS}}"/>
                <meta property="og:image" content="{{$PNG-AUTHOR-PHOTO}}"/>
                <link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/twitter-bootstrap/3.3.7/css/bootstrap.min.css">
                <link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/4.7.0/css/font-awesome.min.css">
                <link href="https://fonts.googleapis.com/css2?family=Inter&family=Roboto&display=swap" rel="stylesheet">
                <style>
{{$REPORT-STYLESHEET}}
                </style>
            </head>
            <body>
            <div class="page">
                <div class="header">
                    <div class="header-left">
                        <img src="https://cdn.quantconnect.com/web/i/logo.png">
                    </div>
                    <div class="header-right">Strategy Report: {{$TEXT-STRATEGY-NAME}} {{$TEXT-STRATEGY-VERSION}}</div>
                </div>
                <div class="content">
                    <div class="container-row">
                        <div class="col-xs-12">
                            <table id="description-box" class="table compact no-margin align-top">
                                <thead>
                                <tr>
                                    <th>
                                        <p>
                                            <span>|</span> Strategy Description
                                        </p>
                                    </th>
                                </tr>
                                </thead>
                                <tbody>
                                <tr>
                                    <td>
                                        <p id="strategy-description" class="text-justify">
                                            {{$TEXT-STRATEGY-DESCRIPTION}}
                                        </p>
                                    </td>
                                </tr>
                                </tbody>
                            </table>
                        </div>
                    </div>
                    <div class="container-row first-row">
                        <div class="col-xs-8">
                            <table id="key-characteristics" class="table compact">
                                <thead>
                                <tr>
                                    <th class="title">Key Statistics</th><th class="kpi-live">Backtest</th><th class="kpi-live">Live</th><th class="title"></th><th class="kpi-live">Backtest</th><th class="kpi-live">Live</th>
                                </tr>
                                </thead>
                                <tbody>
                                    <tr>
                                        <td class="title">Runtime Days</td><td>{{$KPI-BACKTEST-DAYS}}</td><td class="kpi-live">{{$KPI-DAYS-LIVE}}</td>
                                        <td class="title">Drawdown</td><td>{{$KPI-DRAWDOWN}}</td><td class="kpi-live">{{$KPI-LIVE-DRAWDOWN}}</td>
                                    </tr>
                                    <tr>
                                        <td class="title">Turnover</td><td>{{$KPI-TURNOVER}}</td><td class="kpi-live">{{$KPI-LIVE-TURNOVER}}</td>
                                        <td class="title">Probabilistic SR</td><td>{{$KPI-PSR}}</td><td class="kpi-live">{{$KPI-LIVE-PSR}}</td>
                                    </tr>
                                    <tr>
                                        <td class="title">CAGR</td><td>{{$KPI-CAGR}}</td><td class="kpi-live">{{$KPI-LIVE-CAGR}}</td>
                                        <td class="title">{{$LIVE-MARKER}}Sharpe Ratio</td><td>{{$KPI-SHARPE}}</td><td class="kpi-live">{{$KPI-LIVE-SHARPE}}</td>
                                    </tr>
                                    <tr>
                                        <td class="title">Capacity (USD)</td><td>{{$KPI-STRATEGY-CAPACITY}}</td>
                                        <td class="title">Sortino Ratio</td><td>{{$KPI-SORTINO}}</td><td class="kpi-live">{{$KPI-LIVE-SORTINO}}</td>
                                    </tr>
                                    <tr>
                                        <td class="title">Trades per Day</td><td>{{$KPI-TRADES-PER-DAY}}</td><td class="kpi-live">{{$KPI-LIVE-TRADES-PER-DAY}}</td>
                                        <td class="title">Information Ratio</td><td>{{$KPI-INFORMATION-RATIO}}</td><td class="kpi-live">{{$KPI-LIVE-INFORMATION-RATIO}}</td>
                                    </tr>
                                    <tr>
                                        <td class="title">Drawdown Recovery</td><td>{{$KPI-DRAWDOWN-RECOVERY}}</td><td class="kpi-live">{{$KPI-LIVE-DRAWDOWN-RECOVERY}}</td>
                                    </tr>
                                </tbody>
                            </table>
                        </div>
                        <div class="col-xs-4">
                            <table class="table compact">
                                <thead>
                                <tr>
                                    <th>Monthly Returns</th>
                                </tr>
                                </thead>
                                <tbody>
                                <tr>
                                    <td style="padding: 0;">
                                        <img id="monthly-returns-plot" src="{{$PLOT-MONTHLY-RETURNS}}">
                                    </td>
                                </tr>
                                </tbody>
                            </table>
                        </div>
                    </div>
                    <div class="container-row">
                        <div class="col-xs-12">
                            <table class="table compact">
                                <thead>
                                <tr>
                                    <th>Cumulative Returns</th>
                                </tr>
                                </thead>
                                <tbody>
                                <tr>
                                    <td style="padding: 0;">
                                        <img src="{{$PLOT-CUMULATIVE-RETURNS}}">
                                    </td>
                                </tr>
                                </tbody>
                            </table>
                        </div>
                    </div>
                    <div class="container-row">
                        <div class="col-xs-4">
                            <table class="table compact">
                                <thead>
                                <tr>
                                    <th>Annual Returns</th>
                                </tr>
                                </thead>
                                <tbody>
                                <tr>
                                    <td style="padding:0;">
                                        <img src="{{$PLOT-ANNUAL-RETURNS}}">
                                    </td>
                                </tr>
                                </tbody>
                            </table>
                        </div>
                        <div class="col-xs-4">
                            <table class="table compact">
                                <thead>
                                <tr>
                                    <th>Returns Per Trade</th>
                                </tr>
                                </thead>
                                <tbody>
                                <tr>
                                    <td style="padding:0;">
                                        <img src="{{$PLOT-RETURNS-PER-TRADE}}">
                                    </td>
                                </tr>
                                </tbody>
                            </table>
                        </div>
                        <div class="col-xs-4">
                            <table class="table compact">
                                <thead>
                                <tr>
                                    <th>Asset Allocation</th>
                                </tr>
                                </thead>
                                <tbody>
                                <tr>
                                    <td style="padding:0;">
                                        <img src="{{$PLOT-ASSET-ALLOCATION}}">
                                    </td>
                                </tr>
                                </tbody>
                            </table>
                        </div>
                    </div>
                    <div class="container-row">
                        <div class="col-xs-12">
                            <table class="table compact">
                                <thead>
                                <tr>
                                    <th>Drawdown</th>
                                </tr>
                                </thead>
                                <tbody>
                                    <tr>
                                        <td style="padding: 0;">
                                            <img src="{{$PLOT-DRAWDOWN}}">
                                        </td>
                                    </tr>
                                </tbody>
                            </table>
                        </div>
                    </div>
                </div>
            </div>
            <div class="page">
                <div class="header">
                    <div class="header-left">
                        <img src="https://cdn.quantconnect.com/web/i/logo.png">
                    </div>
                    <div class="header-right">Strategy Report Summary: {{$TEXT-STRATEGY-NAME}} {{$TEXT-STRATEGY-VERSION}}</div>
                </div>
                <div class="content">
                    <div class="container-row">
                        <div class="col-xs-12">
                            <table class="table compact">
                                <thead>
                                <tr>
                                    <th>Daily Returns</th>
                                </tr>
                                </thead>
                                <tbody>
                                <tr>
                                    <td style="padding: 0;">
                                        <img src="{{$PLOT-DAILY-RETURNS}}">
                                    </td>
                                </tr>
                                </tbody>
                            </table>
                        </div>
                    </div>
                    <div class="container-row">
                        <div class="col-xs-12">
                            <table class="table compact">
                                <thead>
                                <tr>
                                    <th>Rolling Portfolio Beta</th>
                                </tr>
                                </thead>
                                <tbody>
                                <tr>
                                    <td style="padding: 0;">
                                        <img src="{{$PLOT-BETA}}">
                                    </td>
                                </tr>
                                </tbody>
                            </table>
                        </div>
                    </div>
                    <div class="container-row">
                        <div class="col-xs-12">
                            <table class="table compact">
                                <thead>
                                <tr>
                                    <th>Rolling Sharpe Ratio</th>
                                </tr>
                                </thead>
                                <tbody>
                                <tr>
                                    <td style="padding: 0;">
                                        <img src="{{$PLOT-SHARPE}}">
                                    </td>
                                </tr>
                                </tbody>
                            </table>
                        </div>
                    </div>
                    <div class="container-row">
                        <div class="col-xs-12">
                            <table class="table compact">
                                <thead>
                                <tr>
                                    <th>Leverage</th>
                                </tr>
                                </thead>
                                <tbody>
                                <tr>
                                    <td style="padding: 0;">
                                        <img src="{{$PLOT-LEVERAGE}}">
                                    </td>
                                </tr>
                                </tbody>
                            </table>
                        </div>
                    </div>
                    <div class="container-row">
                        <div class="col-xs-12">
                            <table class="table compact">
                                <thead>
                                <tr>
                                    <th>Long-Short Exposure</th>
                                </tr>
                                </thead>
                                <tbody>
                                <tr>
                                    <td style="padding: 0;">
                                        <img src="{{$PLOT-EXPOSURE}}">
                                    </td>
                                </tr>
                                </tbody>
                            </table>
                        </div>
                    </div>
                </div>
            </div>
            <div class="page" style="{{$CSS-CRISIS-PAGE-STYLE}}">
                <div class="header">
                    <div class="header-left">
                        <img src="https://cdn.quantconnect.com/web/i/logo.png">
                    </div>
                    <div class="header-right">Strategy Report Summary: {{$TEXT-STRATEGY-NAME}} {{$TEXT-STRATEGY-VERSION}}</div>
                </div>
                <div class="content">
                    <div class="container-row">
                        {{$HTML-CRISIS-PLOTS}}
                    </div>
                </div>
            </div>
			<div class="page" id="parameters" style="{{$CSS-PARAMETERS-PAGE-STYLE}}">
                <div class="header">
                    <div class="header-left">
                        <img src="https://cdn.quantconnect.com/web/i/logo.png">
                    </div>
                    <div class="header-right">Strategy Report Summary: {{$TEXT-STRATEGY-NAME}} {{$TEXT-STRATEGY-VERSION}}</div>
                </div>
                <div class="content">
                    <div class="container-row">
                        <div class="col-xs-12">
                            <table id="key-characteristics" class="table compact">
                                <thead>
                                <tr>
                                    <th class="title">Parameters</th>
                                </tr>
                                </thead>
                                <tbody>
                                    {{$PARAMETERS}}
                                </tbody>
                            </table>
                        </div>
                    </div>
                </div>
            </div>
    </body>
    </html>

<!--crisis
<div class="col-xs-4">
    <table class="crisis-chart table compact">
        <thead>
        <tr>
            <th style="display: block; height: 75px;">{{$TEXT-CRISIS-TITLE}}</th>
        </tr>
        </thead>
        <tbody>
        <tr>
            <td style="padding:0;">
                <img src="{{$PLOT-CRISIS-CONTENT}}">
            </td>
        </tr>
        </tbody>
    </table>
</div>
crisis-->

<!--parameters
<tr>
	<td class = "title"> {{$KEY0}} </td><td> {{$VALUE0}} </td>
	<td class = "title"> {{$KEY1}} </td><td> {{$VALUE1}} </td>
</tr>
parameters-->
